مقایسهٔ روش‌ها

	تست ریشه واحد در داده‌های پانل DF-GLS	آزمون هم‌انباشتگی ماکی
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1996	2012
پدیدآور	Elliott, Rothenberg, and Stock (adapted to panels)	Darshana Maki
نوع	Stationarity test	Structural-break test
منبع بنیادین	Elliott, G., Rothenberg, T. J., & Stock, J. H. (1996). Efficient tests for an autoregressive unit root. Econometric Reviews, 13(4), 469-497.	Maki, D. (2012). Tests for cointegration allowing for an unknown number of breaks. Economic Modelling, 29(5), 2011-2015.
نام‌های دیگر	Panel unit-root test	Structural-break cointegration test
مرتبط	3	3
خلاصه	Panel DF-GLS extends the Elliott, Rothenberg, and Stock (1996) GLS unit-root test to panel data, combining cross-sectional and time-series information to test whether variables contain unit roots. Introduced by Hadri and colleagues (2005), it is more powerful than standard panel unit-root tests (IPS, LLC) due to its GLS detrending approach. This test is essential for establishing stationarity before fitting cointegration or dynamic panel models.	The Maki cointegration test extends cointegration testing to allow for an unknown number of endogenously-determined structural breaks in the cointegrating relationship. Introduced by Maki (2012), it builds on Gregory and Hansen (1996), enabling detection of cointegration even when relationships shift due to policy changes, institutional reforms, or fundamental regime shifts. This is essential for applied time-series work where structural change is common.